Is VAR a useful tool in volatile markets?
Credit special report
Equity derivatives special report
Tackling section 165
Gold was a safe haven during the European sovereign debt crisis. How will gold prices, and precious metals financial products, evolve over the coming year?
Inaugural meeting for chief risk officers and regulators to take place in November
Time is on the slide
Sovereign CDSs as a risk indicator
Pension pricing peril
Risk magazine will publish its annual awards in January. Find out how to enter
Best of RPI and CPI exposure will cost up to 100 basis points to hedge, as well as increase the size of liabilities, say participants
Regulators and banks have increased their focus on liquidity risk management significantly since the crisis. William Perraudin discusses some of the possible implications
Regulators are preparing to introduce a host of new regulations to improve the resilience of the financial system. But this should go hand in hand with the use of policy tools to prevent asset price bubbles, argues Ryozo Himino
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market
The financial crisis showed that not nearly enough attention had been paid to liquidity risk management by either banks or supervisors. Extensive regulation has been proposed in response, but what will this mean for the financial sector? A group of liquidity...
A formal 8% floor is set for correlation trading capital charge following analysis of QIS results.
Credit portfolio managers could tailor credit default swap hedges as financial guarantees to avoid accounting mismatches on their balance sheet. However, the technique exposes credit hedgers to increased costs and basis risk, argues Dirk Schubert